Trading Metrics calculated at close of trading on 03-Jul-1996 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-1996 |
03-Jul-1996 |
Change |
Change % |
Previous Week |
Open |
687.07 |
680.17 |
-6.90 |
-1.0% |
672.53 |
High |
687.07 |
680.71 |
-6.36 |
-0.9% |
681.69 |
Low |
680.14 |
673.30 |
-6.84 |
-1.0% |
651.72 |
Close |
680.17 |
673.84 |
-6.33 |
-0.9% |
677.30 |
Range |
6.93 |
7.41 |
0.48 |
6.9% |
29.97 |
ATR |
11.29 |
11.01 |
-0.28 |
-2.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 03-Jul-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
698.18 |
693.42 |
677.92 |
|
R3 |
690.77 |
686.01 |
675.88 |
|
R2 |
683.36 |
683.36 |
675.20 |
|
R1 |
678.60 |
678.60 |
674.52 |
677.28 |
PP |
675.95 |
675.95 |
675.95 |
675.29 |
S1 |
671.19 |
671.19 |
673.16 |
669.87 |
S2 |
668.54 |
668.54 |
672.48 |
|
S3 |
661.13 |
663.78 |
671.80 |
|
S4 |
653.72 |
656.37 |
669.76 |
|
|
Weekly Pivots for week ending 28-Jun-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
760.15 |
748.69 |
693.78 |
|
R3 |
730.18 |
718.72 |
685.54 |
|
R2 |
700.21 |
700.21 |
682.79 |
|
R1 |
688.75 |
688.75 |
680.05 |
694.48 |
PP |
670.24 |
670.24 |
670.24 |
673.10 |
S1 |
658.78 |
658.78 |
674.55 |
664.51 |
S2 |
640.27 |
640.27 |
671.81 |
|
S3 |
610.30 |
628.81 |
669.06 |
|
S4 |
580.33 |
598.84 |
660.82 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
687.95 |
654.59 |
33.36 |
5.0% |
10.48 |
1.6% |
58% |
False |
False |
|
10 |
687.95 |
648.93 |
39.02 |
5.8% |
12.18 |
1.8% |
64% |
False |
False |
|
20 |
704.09 |
648.93 |
55.16 |
8.2% |
11.75 |
1.7% |
45% |
False |
False |
|
40 |
704.09 |
646.02 |
58.07 |
8.6% |
10.56 |
1.6% |
48% |
False |
False |
|
60 |
704.09 |
597.42 |
106.67 |
15.8% |
10.48 |
1.6% |
72% |
False |
False |
|
80 |
704.09 |
591.35 |
112.74 |
16.7% |
10.53 |
1.6% |
73% |
False |
False |
|
100 |
704.09 |
585.33 |
118.76 |
17.6% |
10.80 |
1.6% |
75% |
False |
False |
|
120 |
704.09 |
526.80 |
177.29 |
26.3% |
10.96 |
1.6% |
83% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
712.20 |
2.618 |
700.11 |
1.618 |
692.70 |
1.000 |
688.12 |
0.618 |
685.29 |
HIGH |
680.71 |
0.618 |
677.88 |
0.500 |
677.01 |
0.382 |
676.13 |
LOW |
673.30 |
0.618 |
668.72 |
1.000 |
665.89 |
1.618 |
661.31 |
2.618 |
653.90 |
4.250 |
641.81 |
|
|
Fisher Pivots for day following 03-Jul-1996 |
Pivot |
1 day |
3 day |
R1 |
677.01 |
680.63 |
PP |
675.95 |
678.36 |
S1 |
674.90 |
676.10 |
|